+192.6%
CFG vs BN
+102.0%
+90.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.4% |
| 7D | -0.8% | -2.4% | +1.6% | +0.8% |
| 30D | +3.1% | +13.5% | -10.4% | -5.2% |
| 3M | -9.7% | -5.9% | -3.8% | -6.4% |
| 6M | +6.7% | -8.9% | +15.6% | +12.5% |
| YTD | +15.2% | -7.9% | +23.0% | +19.4% |
| 1Y | +28.8% | -8.3% | +37.1% | +33.6% |
| All | +192.6% | +102.0% | +90.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling